I live in tornado alley and agree that it's important to note that they are very rare and often very isolated. More often than not, you might end up with a tornado warning with no tornado on the ground. It's still scary, and you need to take cover in that situation, but you don't need to panic.
Make sure your weather app is set to follow you and provide alerts for tornadoes. Be sure to pay attention to the county you are in. The National Weather Service will put out a tornado watch when the conditions are ripe, but this doesn't necessarily mean there's a major chance of having tornadoes. Check the weather for the counties you might be in.
As others have said, take cover in a sturdy structure if your weather alert goes off or you see a tornado warning for your location. You may also hear sirens if you are in a town that has them. In this region, most RV parks have some type of shelter, and many towns have public shelters.